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Testing the monotonicity property of option prices
Pérignon, Christophe - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 61-76
Persistent link: https://www.econbiz.de/10003400053
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A new approach to comparing VaR estimation methods
Pérignon, Christophe; Smith, Daniel R. - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10003795258
Cover Image
A New Approach to Comparing VaR Estimation Methods
Pérignon, Christophe; Smith, Daniel R. - In: The journal of derivatives : the official publication … 16 (2008) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10008153359
Cover Image
Testing the Monotonicity Property of Option Prices
Pérignon, Christophe - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 61-76
Persistent link: https://www.econbiz.de/10007392605